Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420587.9677 | 1376817.486 | 43770.4817 | 2359581.3738 | 4203467.8212 | -1843886.4474 |
Total P&L (%) | 1420.588 | 1376.8175 | 43.7705 | 2359.5814 | 4203.4678 | -1843.8864 |
Avg Daily Profit (%) | 0.6386 | 0.6189 | 0.0197 | 0.1441 | 0.1693 | 0 |
Buy And Hold Return (%) | 571.6153 | 571.6153 | 571.6153 | 571.6153 | 571.6153 | 571.6153 |
Max Trade Drawdown | -205451 | -144588 | -136956 | -20568302 | -16148367 | -9804538 |
Profit Factor | 1.9212 | 2.8243 | 1.0556 | 1.0355 | 1.1278 | 0.9452 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Profitability (%) | 38.1766 | 39.4286 | 36.9318 | 38.1766 | 39.4286 | 36.9318 |
Ratio Avg Win / Avg Loss | 3.1111 | 4.3387 | 1.8026 | 1.6768 | 1.7325 | 1.6141 |
Largest Winning Trade | 1047386 | 1047386 | 49778 | 6689313 | 6689313 | 3622681 |
Largest Losing Trade | -27555 | -27555 | -27070 | -4609683 | -4609683 | -4387941 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4402 | 2152 | 2250 | 4402 | 2152 | 2250 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334637 | 337405 | -495059 | -185292 | -74552 | -582438 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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